+528.8%
APP vs LII
+13.6%
+515.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.5% |
| 7D | +79.2% | -1.2% | +80.3% | +79.5% |
| 30D | +48.0% | -2.0% | +49.9% | +47.9% |
| 3M | +18.2% | -20.2% | +38.5% | +33.3% |
| 6M | -12.5% | -32.5% | +20.0% | +6.1% |
| YTD | -39.2% | -27.4% | -11.8% | -32.6% |
| 1Y | -33.9% | -28.2% | -5.7% | -26.3% |
| 3Y | +933.3% | -7.2% | +940.5% | +737.2% |
| 5Y | +295.9% | +19.9% | +276.0% | +105.2% |
| All | +528.8% | +13.6% | +515.2% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling